Cannot cast True or False as tensor variable

stevengfan8 · August 10, 2020, 4:01pm

with pm.Model() as model:

#Goal Hyperpriors Parameters
beta_attackG_bar = pm.Normal('G_betaA_bar', 1, 1)
beta_defenseG_bar = pm.Normal('G_betaD_bar', 0, 1)
sigmaG_Abar = pm.Exponential('G_sigma_Abar',1)
sigmaG_Dbar = pm.Exponential('G_sigma_Dbar',1)

#Shot Hyperpriors Parameters
beta_attackS_bar = pm.Normal('S_betaA_bar', 1, 1)
beta_defenseS_bar = pm.Normal('S_betaD_bar', 0, 1)
sigmaS_Abar = pm.Exponential('S_sigma_Abar',1)
sigmaS_Dbar = pm.Exponential('S_sigma_Dbar',1)

#Goal Priors
beta_attackG = pm.Normal('betaAG', beta_attackG_bar, sigma = sigmaG_Abar, shape = team_number)
beta_defenseG = pm.Normal('betaDG', beta_defenseG_bar, sigma = sigmaG_Dbar, shape = team_number)
beta_HAG = pm.Normal('HAG', mu = 0, sigma = 1)

#Shot Priors
beta_attackS = pm.Normal('betaAS', beta_attackS_bar, sigma = sigmaG_Abar, shape = team_number)
beta_defenseS = pm.Normal('betaDS', beta_defenseS_bar, sigma = sigmaG_Dbar, shape = team_number)
beta_HAS = pm.Normal('HAS', mu = 0, sigma = 1)

#Goal Parameter Regression Priors
coef_HAG = pm.Normal('beta_HAG', mu = 0, sigma = 3)
coef_HDG = pm.Normal('beta_HDG', mu = 0, sigma = 3)
coef_AAG = pm.Normal('beta_AAG', mu = 0, sigma = 3)
coef_ADG = pm.Normal('beta_ADG', mu = 0, sigma = 3)
coef_HGI = pm.Normal('beta_HGI', mu = 0, sigma = 1)
coef_AGI = pm.Normal('beta_AGI', mu = 0, sigma = 1)

#Shot Parameter Regression Priors
coef_HAS = pm.Normal('beta_HAS', mu = 0, sigma = 3)
coef_HDS = pm.Normal('beta_HDS', mu = 0, sigma = 3)
coef_AAS = pm.Normal('beta_AAS', mu = 0, sigma = 3)
coef_ADS = pm.Normal('beta_ADS', mu = 0, sigma = 3)
coef_ASI = pm.Normal('beta_ASI', mu = 0, sigma = 1)
coef_HSI = pm.Normal('beta_HSI', mu = 0, sigma = 1)

#Shot + Goal Parameter Regression Priors
coef_T_HG = pm.Normal('coef_T_HG', mu = 0, sigma = 3)
coef_T_AG = pm.Normal('coef_T_AG', mu = 0, sigma = 3)
coef_T_HS = pm.Normal('coef_T_HS', mu = 0, sigma = 3)
coef_T_AS = pm.Normal('coef_T_AS', mu = 0, sigma = 3)
coef_HI = pm.Normal('coef_T_HI', mu = 0, sigma = 1)
coef_AI = pm.Normal('coef_T_AI', mu = 0, sigma = 1)

#Game Simulation Parameters
Bounded_StudentT = pm.Bound(pm.StudentT, lower = 0.0)
rho_10 = Bounded_StudentT("rho_10", nu = 1, sigma = 1.5)
rho_01 = Bounded_StudentT("rho_01", nu = 1, sigma = 1.5)
rho_11 = Bounded_StudentT("rho_11", nu = 1, sigma = 1.5)
rho_21 = Bounded_StudentT("rho_21", nu = 1, sigma = 1.5)
rho_12 = Bounded_StudentT("rho_12", nu = 1, sigma = 1.5)
rho_xx = Bounded_StudentT("rho_22", nu = 1, sigma = 1.5)
rho_x0 = Bounded_StudentT("rho_x0", nu = 1, sigma = 1.5)
rho_0x = Bounded_StudentT("rho_0x", nu = 1, sigma = 1.5)
half_booster = Bounded_StudentT("half_booster", nu = 1, sigma = 1.5)
full_booster = Bounded_StudentT("full_booster", nu = 1, sigma = 1.5)
H_time_booster = pm.Uniform("H_time_booster", lower = 0, upper = 1)
A_time_booster = pm.Uniform("A_time_booster", lower = 0, upper = 1)



for index, row in goal_model_data.iterrows():
        #Goal Regression Parameter
        thetaHG = coef_HAG*beta_attackG[row["H_team_A"]] + coef_ADG*beta_defenseG[row["A_team_D"]] + beta_HAG + coef_HGI
        thetaAG = coef_AAG*beta_attackG[row["A_team_A"]] + coef_HDG*beta_defenseG[row["H_team_D"]] + coef_AGI
        
        #Shot Regression Parameter
        thetaHS = coef_HAS*beta_attackS[row["H_team_A"]] + coef_ADS*beta_defenseS[row["A_team_D"]] + beta_HAS + coef_HSI
        thetaAS = coef_AAS*beta_attackS[row["A_team_A"]] + coef_HDS*beta_defenseS[row["H_team_D"]] + coef_ASI
        Home_Shots = pm.Poisson("Home_Shots", mu = np.exp(thetaHS), observed = row["HST"])
        Away_Shots = pm.Poisson("Away_Shots", mu = np.exp(thetaAS), observed = row["AST"])
        
        #Goal + Shot Final Pre-Game Average Goal Parameter
        final_thetaH = pm.Deterministic("final_thetaH", coef_T_HG*thetaHG + coef_T_HS*thetaHS + coef_HI)
        final_thetaA = pm.Deterministic("final_thetaA", coef_T_AG*thetaAG + coef_T_AS*thetaAS + coef_AI)
        
        #Check if Home Team scored and initialize relevant variables accordingly: Home Total Goals (HTG) and Home Goal Times (HT_Times)
        if '' not in row["HT_GT"]:
            HTG = len(row["HT_GT"])
            HT_Times = [int(x)/90 for x in row["HT_GT"]]
        else:
            HTG = -1
            
        #Check if Away Team scored and initialize relevant variables accordingly: Away Total Goals (ATG) and Away Goal Times (AT_Times)
        if '' not in row["AT_GT"]:
            ATG = len(row["AT_GT"])
            AT_Times = [int(x)/90 for x in row["AT_GT"]]
        else:
            ATG = -1
            
        #Initialize Home Goals, Away Goals, and Score State
        H = 0
        A = 0
        score = 0
        if HTG + ATG > 0:
            while H < HTG - 1 or A < ATG - 1:
                
                #Assign Goal time > 1 if no more goals to be scored or no goals scored in game
                if H == HTG -1 or HTG == -1:
                    temp_H_time = 1.1
                else:
                    temp_H_time = HT_Times[H]
                    
                if A == ATG -1 or HTG == -1:
                    temp_A_time = 1.1
                else:
                    temp_A_time = AT_Times[A]
                
                #Boolean Variables to determine who scored
                H_signal = (temp_H_time < temp_A_time or temp_H_time == temp_A_time)
                A_signal = not H_signal
                H_time = temp_H_time
                A_time = temp_A_time
                
                #Boolean Variables to determine if goal in 45th minute or 90th minute
                half_signal = (H_signal*H_time == .5) or (A_signal*A_time == .5)
                full_signal = (H_signal*H_time == 1) or (A_signal*A_time == 1)
                if H + A == 0:
                    final_lambda = pm.math.switch(H_signal, final_thetaH, final_thetaA)\
                        *pm.math.switch(half_signal, half_booster, 1)\
                            *pm.math.switch(full_signal, full_booster, 1)
                elif score == 1:
                    final_lambda = pm.math.switch(H_signal, final_thetaH, final_thetaA)\
                        *pm.math.switch(half_signal, half_booster, 1)\
                            *pm.math.switch(full_signal, full_booster, 1)\
                                *pm.match.switch(H >= 2, rho_21, rho_10)
                elif score == -1:
                    final_lambda =  pm.math.switch(H_signal, final_thetaH, final_thetaA)\
                        *pm.math.switch(half_signal, half_booster, 1)\
                            *pm.math.switch(full_signal, full_booster, 1)\
                                *pm.math.switch(A >= 2, rho_12, rho_01)
                elif score == 0: 
                    final_lambda = pm.math.switch(H_signal, final_thetaH, final_thetaA)\
                        *pm.math.switch(half_signal, half_booster, 1)\
                            *pm.math.switch(full_signal, full_booster, 1)\
                                *pm.math.switch(H >= 2, rho_xx, rho_11)
                elif score >= 2:
                    final_lambda = pm.math.switch(H_signal, final_thetaH, final_thetaA)\
                        *pm.math.switch(half_signal, half_booster, 1)\
                            *pm.math.switch(full_signal, full_booster, 1)\
                                *rho_x0
                
                elif score <= -2:
                    final_lambda = pm.math.switch(H_signal, final_thetaH, final_thetaA)\
                        *pm.math.switch(half_signal, half_booster, 1)\
                            *pm.math.switch(full_signal, full_booster, 1)\
                                *rho_0x
                if H_signal:
                    data = H_time
                    H += 1
                    final_time_adjusted_lambda = final_lambda + data*H_time_booster
                else:
                    data = A_time
                    A += 1
                    final_time_adjusted_lambda = final_lambda + data*A_time_booster
                score = H - A
                
                current_mu = pm.Deterministic("current_mu", np.exp(final_time_adjusted_lambda))
                Y = pm.Exponential(lam = current_mu, observed = data)
        else:
            Y = pm.Exponential(lam = np.exp(final_thetaH + final_thetaA), observed = 0.0)

I am getting “Cannot cast True or False as a tensor variable. Please use np.array(True) or np.array(False) if you need these constants. This error might be caused by using the == operator on Variables. v == w does not do what you think it does, use theano.tensor.eq(v, w) instead.” as an error on the following line:

pm.math.switch(H_signal, final_thetaH, final_thetaA)
*pm.math.switch(half_signal, half_booster, 1)
*pm.math.switch(full_signal, full_booster, 1)

I am not sure what the issue is or how to fix it. H_signal, half_signal, and full_signal are all boolean variables used to trigger when to multiply final_thetaH or final_thetaA by a relevant parameter.

Elenchus · August 10, 2020, 11:09pm

The solution is in the error message - use np.array(H_signal) if you need a boolean value. pm.math.switch is expecting something it can use as a tensor variable.

That said, I’m pretty sure you could vectorise your calculations instead of iterating over the rows, which should be cleaner and would avoid this issue because you’d pass in a column vector of booleans instead of a single value. I have a suspicion iterating won’t work the way you’re expecting, because the shape of final_thetaH and final_thetaA won’t match a single value.

Looks like it’ll be an interesting model once you’ve got it going

stevengfan8 · August 11, 2020, 1:52am

Thanks for your help. Ideally I would vectorize everything but my issue with doing that is I am estimating the parameters on a game by game basis as well as throughout the actual game based on when goals were actually scored. So while I might have a row of parameters for each game, I also have a list of times of goals for that specific game. With this structure I am not sure exactly how I would vectorize. I would have to really map out the model to figure it out. I am not even sure its feasible